Diaphony, discrepancy, spectral test and worst-case error

DOI10.1016/j.matcom.2005.06.004zbMath1193.65003MaRDI QIDQ2575900

Friedrich Pillichshammer, Josef Dick

Publication date: 7 December 2005

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2005.06.004

zbMATH Keywords

weighted Sobolev spaces; Walsh functions; Hilbert spaces; spectral test; diaphony; diaphony in base 2; Owen scrambled point set; root mean square discrepancy; weighted L2 discrepancy; worst-case error of integration

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60E05: Probability distributions: general theory

11K38: Irregularities of distribution, discrepancy

11K06: General theory of distribution modulo (1)

Related Items

Dyadic diaphony of digital sequences, The weighted \(b\)-adic diaphony, Dyadic diaphony of digital nets over \(\mathbb Z_2\)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Point sets and sequences with small discrepancy
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Random and quasi-random point sets
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• Finite-order weights imply tractability of multivariate integration
• Liberating the weights
• A class of generalized Walsh functions
• Dyadic diaphony
• A generalized discrepancy and quadrature error bound
• Digital (t,m,s)-nets and the spectral test
• Construction algorithms for polynomial lattice rules for multivariate integration